Tug-of-war, market manipulation and option pricing

Kaj Nyström, Mikko Parviainen

Type: Preprint

Publication Date: 2014-10-07

Citations: 0

Locations

arXiv (Cornell University) - View

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+	Sequences of convex functions and estimates of the maximum of the solution of a parabolic equation	1976	Н. В. Крылов
+ PDF Chat	On near optimal trajectories for a game associated with the ∞-Laplacian	2010	Rami Atar Amarjit Budhiraja
+ PDF Chat	Tug-of-war with noise: A game-theoretic view of the p-Laplacian	2008	Yuval Peres Scott Sheffield⋆
+	User’s guide to viscosity solutions of second order partial differential equations	1992	Michael G. Crandall Hitoshi Ishii Pierre-Louis Lions
+	Solutions of nonlinear PDEs in the sense of averages	2011	Bernd Kawohl Juan J. Manfredi Mikko Parviainen
+	Gradient bounds and monotonicity of the energy for some nonlinear singular diffusion equations	2012	Agnid Banerjee Nicola Garofalo
+	Zero-sum stochastic differential games and backward equations	1995	Saïd Hamadène J. P. Lepeltier
+ PDF Chat	Motion of level sets by mean curvature. I	1991	L. C. Evans Joel Spruck
+	An evolution equation involving the normalized $P$-Laplacian	2010	Kerstin Does